Name Sample 2250 Midterm 3 [7:30+10:45, S2009] Applied Differential Equations 2250 Sample Midterm Exam 3 Exam date: Thursday, 23 April, 2009 Instructions: This in-class exam is 50 minutes. No calculators, notes, tables or books. No answer check is expected. Details count 75%. The answer counts 25%. 1. (ch5) Complete any combination to make 100%. in order to give you an idea of the range of possible questions. (1a) [60%] Find a particular solution yp (x) for d2 y d4 y + 4 = 24x. dx4 dx2 Answer: y = x3 (1b) [60%] Find the steady-state periodic solution for the forced spring-mass system x00 + 2x0 + 5x = 10 sin(t). Answer: x = 2 sin t − cos t (1c) [40%] Given 4x00 (t) + 10x0 (t) + 2wx(t) = 0, which represents a damped spring-mass system with m = 4, c = 10, k = 2w, determine all values of w such that the equation is under-damped. Do not solve for x(t)! Answer: The discriminant is 25 − 8w. This must be negative to produce a complex root, therefore under-damped happens exactly when w > 25/8. (1d) [40%] Find by variation of parameters an integral formula for a particular solution xp of the equation 2 x00 + 4x0 + 20x = et ln(t2 + 1). To save time, don’t try to evaluate integrals (it’s impossible). 2 Answer: xp (t) = x1 (t) 0t k1(u)f (u)du+x2 (t) 0t k2(u)f (u)du, f (t) = et ln(t2 +1), x1 (u) = e−2u cos(4u), x2 (u) = 21 e−2u sin(4u), k1 (u) = −x2 (u)/W (u), k2 (u) = x1 (u)/W (u), W (u) = 2e−4u . R R (1e) [40%] Write the solution of x00 + 9x = 30 sin t, x(0) = x0 (0) = 0, as the sum of two harmonic oscillations of different natural frequencies. To save time, don’t convert to phase-amplitude form. Answer: x(t) = (15 sin t − 5 sin 3t)/4 (1f) [30%] Determine the practical resonance frequency ω for the current equation I 00 + 2I 0 + 10I = 100ω cos(ωt). [original had a typo] √ √ p Answer: ω = 1/ LC = 1/ 1/10 = 10. (1g) [30%] Determine the practical resonance frequency ω for the spring-mass system equation 2x00 + 4x00 + 10x = 100 cos(ωt). Answer: ω = p k/m − c2 /(2m2 ) = p 5 − 16/8 = √ 3. 2. (ch5) Complete enough parts to make 100%. (2a) [40%] A non-homogeneous linear differential equation with constant coefficients has right side f (x) = x2 e−x + x3 (x + 4) + ex cos 2x and characteristic equation of order 8 with roots 0, 0, 0, 1, −1, −1, 2i, −2i, listed according to multiplicity. Determine the undetermined coefficients shortest trial solution for yp . To save time, do not evaluate the undetermined coefficients and do not find yp (x)! Undocumented detail or guessing earns no credit. Answer: The trial solution is a linear combination of the 9 atoms x2 e−x , x3 e−x , x4 e−x , ex cos x, ex sin x. x3 , x4 , x5 , x6 , x7 , (2b) [30%] Find the corrected trial solution in the method of undetermined coefficients for the differential equation y 00 + y = 3 cos x. To save time, do not evaluate the undetermined coefficients and do not find yp (x)! Answer: The trial solution is a linear combination of the atoms x cos x, x sin x. (2c) [50%] Assume f (x) is a solution of a constant-coefficient linear homogeneous differential equation whose factored characteristic equation is r2 (r + 1)(r2 + 9) = 0. Find the shortest trial solution in the method of undetermined coefficients for the differential equation y 000 − y 0 = f (x). To save time, do not evaluate the undetermined coefficients and do not find yp (x)! Answer: f (x) must be a linear combination of atoms 1, x, e−x , cos 3x, sin 3x. Equation y 000 − y 0 = 0 has characteristic equation r3 − r = 0 with roots 0, 1, −1. The trial solution is a linear combination of the atoms x, x2 , xe−x , cos 3x, sin 3x. (2d) [50%] Find the shortest trial solution in the method of undetermined coefficients for the differential equation y 000 − y 0 = x + ex . To save time, do not evaluate the undetermined coefficients and do not find yp (x)! Answer: Characteristic equation r3 − r = 0 has roots 0, 1, −1. The trial solution is a linear combination of the atoms x, x2 , xex . (2e) [25%] The general solution of a linear homogeneous differential equation with constant coefficients is y = c1 ex cos 2x + c2 ex sin 2x + c3 + c4 x + c5 x2 . Find the factored form of the characteristic polynomial. Answer: Atom ex cos 2x is constructed from complex root 1 + 2i. Because the conjugate is also a root, then r − 1 − 2i and r − 1 + 2i are factors and finally the characteristic polynomial is a((r − 1)2 + 4) for some nonzero constant a. (2f) [25%] Find six independent solutions of the homogeneous linear constant coefficient differential equation whose sixth order characteristic equation has roots −1, −1, 0, 0, 2 + i, 2 − i. Answer: pendent. Choose 6 atoms: e−x , xe−x , 1, x, e2x cos x, e2x sin x. Cite a theorem: Distinct atoms are inde- (2g) [25%] Let f (x) = x3 + x sin 2x. Find a constant-coefficient linear homogeneous differential equation which has f (x) as a solution. Answer: The atom x3 is constructed from roots 0, 0, 0, 0 corresponding to factor r4 . The atom x sin 2x is constructed from roots ±2i, ±2i corresponding to factor (r2 +4)2 . The characteristic polynomial r4 (r2 +4)2 = r8 + 8r6 + 16r4 belongs to DE y (8) + 8y (6) + 16y (4) = 0. (2h) [20%] Let f (x) = 4ex − cosh x + ex cos2 2x. Find the characteristic polynomial of a constantcoefficient linear homogeneous differential equation which has f (x) as a solution. Answer: Because cosh x = (ex + e−x )/2, then roots 1, −1 are used to produce atoms for the first two terms 4ex and − cosh x. Because cos2 2x = (1 + cos 4x)/2 [identity cos 2θ = 2 cos2 θ − 1], then roots 1 ± 4i and 0 are used to produce the third term ex cos2 2x. Total roots: 1, −1, 0, 1 ± 4i with product of the factors (r−1)(r+1)(r−0)((r−1)2 +16) = r5 −2r4 +16r3 +2r2 −17r. The DE: y (5) −2y (4) +16y 000 +2y 00 −17y 0 = 0. 3. (ch10) Complete enough parts to make 100%. It is assumed that you have memorized the basic 4-item Laplace integral table and know the 6 basic rules for Laplace integrals. No other tables or theory are required to solve the problems below. If you don’t know a table entry, then leave the expression unevaluated for partial credit. (3a) [50%] Apply Laplace’s method to solve the system for x(t). Don’t waste time solving for y(t)! x0 = 3y, y 0 = 2x − y, x(0) = 0, y(0) = 1. Answer: x(t) = − 35 e−3t + 53 e2t , y(t) = !53 e−3t + 25 e2t . Obtained by the Laplace resolvent method to save x(t) time: (A − sI)L(u) = u(0), u = . y(t) (3b) [25%] Find f (t) by partial fraction methods, given L(f (t)) = 3s + 4 . s(s + 4) Answer: L(f (t)) = 1/s + 2/(s + 4) = L(1 + 2e−4t ) (3c) [25%] Solve for f (t), given d L(f (t)) = L te2t s→(s+1) ds Answer: −tf (t) = e−t te2t or f (t) = −et . (3d) [25%] Solve for f (t), given L(f (t)) = Answer: L(f (t)) = s+1 s 2 1 s 1 s = s→(s+1) + 2 s2 s+2 s+1 + 2 1 s+1 1 s3 s→(s+1) = L((1 + 2t + t2 /2)e−t ). 4. (ch10) Complete enough parts to make 100%. (4a) [25%] Fill in the blank spaces in the Laplace table: f (t) t3 L(f (t)) 6 s4 Answers: Left to right: t2 e−t et cos t 1 2s + 2 1 −t 2e , e−t cos 3t, s2 s+1 + 2s + 10 s−1 , 2 . (s−1)2 +1 (s+1)3 (4b) [50%] Solve by Laplace’s method for the solution x(t): x00 (t) + x0 (t) = 9e−t , x(0) = x0 (0) = 0. Answer: x(t) = −(9 + 9t)e−t + 9. (4c) [25%] Solve for x(t), given L(x(t)) = d L(e2t sin 2t) + L(t sin t)|s→(s+2) . ds Answer: x(t) = −te2t sin 2t + te−2t sin t. (4d) [25%] Solve for x(t), given L(x(t)) = Answer: L(x(t)) = s+1 s2 s→(s+1) + 1 5s + 2t (4e) [25%] Find L(f (t)), given f (t) = e 4 5(s+4) s+2 1+s + 2 2 (s + 1) s + 5s = L (1 + t)e−t + sin(t) . t 1 5 + 54 e−4t . d Answer: Let g(t) = (1/t) sin t. Then ds L(g(t)) = L(−tg(t)) = L(− sin t) = −1/(s2 + 1). Solve dG(s) π −1 π ds = s2 +1 to get G(s) = 2 − arctan s. Then L(f (t)) = L(g(t))|s→(s−2) = 2 − arctan(s − 2). (4f) [30%] Apply Laplace’s method to find a formula for L(x(t)). Do not solve for x(t)! Document steps by reference to tables and rules. d4 x d2 x + 4 = et (5t + 4et + 3 sin 3t), dt4 dt2 x(0) = x0 (0) = x00 (0) = 0, x000 (0) = −1. t t 4 2 Answer: L(x(t)) = p/q, p = 1 + L(e (5t + 4e + 3 sin 3t)), q = s + 4s . Expanding, p = 1 + 5 5 4 4 9 = 1 + (s−1) + s−1 + s29+9 2 + s−2 + (s−1)2 +9 . s2 s→(s−1) (4g) [25%] Find L(f (t)), given f (t) = u(t − π) sin(t) , where u is the unit step function [original had a t−π typo]. Answer: Use theorem L(u(t − a)g(t)) = e−as L(g(t + a)). Then L(f (t)) = the second shifting sin(t+π) t t −1 e−πs L t−π+π = e−πs L − sin . Let h(t) = − sin t t , then L(th(t)) = s2 +1 implies a first order DE − dH ds = −1 , s2 +1 which can be solved to get H(s) = arctan(s) − π2 . Then L(f (t)) = e−πs (arctan(s) − π/2). (4h) [40%] Find f (t) by partial fraction methods, given L(f (t)) = Answer: L(f (t)) = −1 s−1 + −3 s+3 + 4 (s+1)2 + 8s2 − 24 . (s − 1)(s + 3)(s + 1)2 4 s+1 = L −et − 3e−3t + 4te−t + 4e−t . (4i) [30%] Apply Laplace’s method to find a formula for L(x(t)). To save time, do not solve for x(t)! Document steps by reference to tables and rules. x(4) − x(2) = 3t2 + 4e−2t + 5et sin 2t, x(0) = x0 (0) = x00 (0) = 0, x000 (0) = −1. Answer: L(x(t)) = p/q, p = −1 + L(RHS), q = s4 − s2 . Finally p = −1 + L(3t2 + 4e−2t + 5et sin 2t) = 4 10 + (s−1) −1 + s63 + s+2 2 +4 . 5. (ch6) Complete all of the items below. (5a) [30%] Find the eigenvalues of the matrix A = eigenvectors! Answer: −1, 5, 3 ± 2i −2 −1 0 0 7 1 12 6 −3 15 . To save time, do not find 0 3 2 0 −2 3 5 1 −1 1 , assume there exists an invertible matrix P and a diagonal matrix (5b) [40%] Given A = 0 3 0 1 3 D such that AP = P D. Circle all possible columns of P from the list below. 1 1 . 0 0 0 , 1 2 −3 , 3 Answer: Matrix P must contain eigenvectors of P corresponding to eigenvalues 2, 4, 5. For each given vector v, multiply Av and see if it is λv for some λ. The first works fir λ = 2 and the others do not work. 1 −1 −2 2 (5c) [30%] Find all eigenpairs for the matrix A = Answer: 0, 1 1 !! , 3, ! . Then display Fourier’s model for A. !! 1 −2 . (5d) [50%] Find the remaining eigenpairs of 6 2 −2 1 E= 0 5 0 1 5 provided we already know one eigenpair 0 6, 1 . 1 0 1 2 Answer: Eigenvalues are 4, 6, 6 with corresponding eigenvectors −1 , 0 , 1 . 1 0 1 (5e) [25%] Suppose a 2 × 2 matrix A has eigenpairs 3, 3 1 !! , −2, 1 −2 !! . Display an invertible matrix P and a diagonal matrix D such that AP = P D. 3 1 1 −2 Answer: Define P = ! 3 0 0 −2 ,D= ! . Then AP = P D. (5f) [25%] Assume the vector general solution x(t) of the linear differential system x0 = Ax is given by 0 3 −1 2t 2t x(t) = c1 1 + c2 e 2 + c3 e 0 . 1 0 1 Display Fourier’s model for the 3 × 3 matrix A. −1 0 3 −1 0 3 Answer: A c1 1 + c2 2 + c3 0 = 0c1 1 + 2c2 2 + 2c3 0 . 1 0 1 1 0 1 −2 −1 0 0 (5g) [30%] Find the eigenvalues of the matrix A = 7 1 27 6 −3 62 . To save time, do not find 0 3 2 0 −1 0 eigenvectors! Answer: Expand by cofactors along column 1. The eigenvalues are −1, 1, 2, 5. (5h) [30%] Assume A is 2 × 2 and Fourier’s model holds: 1 1 A c1 ! 1 −1 + c2 !! 1 −1 = 2c2 ! . Find A. Answer: AP = P D implies A = P DP −1 1 1 1 −1 = ! 0 0 0 2 ! .5 .5 .5 −.5 ! 1 −1 −1 1 = ! . 3 0 −1 0 . Circle the possible eigenvectors of A in the list below. (5i) [40%] Let A = 0 3 0 0 3 −4 2 , 0 1 0 , 0 0 0 . 1 Answer: Fourier’s model does not hold [A is not diagonalizable] because there are only two eigenvectors 0 1 0 and 1 for eigenvalue λ = 3. The first is a linear combination of these eigenvectors, hence itself 0 0 an eigenvector. The second is one already reported, The third is not an eigenvector. The problem should be solved by testing the equation Av = 3v for each of the 3 vectors v in the list, not by doing the eigenanalysis of A. (5j) [40%] Consider the 3 × 3 matrix 4 2 −2 1 . E= 0 3 0 1 3 Show that matrix E has a Fourier model: [original had a typo] 1 0 2 1 0 2 E c1 0 + c2 1 + c3 −1 = 4c1 0 + 4c2 1 + 2c3 −1 . 0 1 1 0 1 1 Answer: Do the eigenanalysis of A. Alternate: verify that the eigenpairs extracted from Fourier’s model actually work, which involves 3 matrix multiplies. 2 3 (5k) [40%] Define E as in the previous problem. Find E 0 without using matrix multiply. 2 2 Answer: Vector v ≡ 0 2 16 3 3 3 E v = 4 v2 + 2 v3 = 56 72 (5l) [30%] Let P = = v2 + v3 , where v1 , v2 , v3 are the eigenvectors in Fourier’s model. Then 3 1 1 −1 . ! ,D= 3 0 0 −2 ! and define A by AP = P D. Display the eigenpairs of A. Answer: 3, 3 1 !! , −2, 1 −1 !! (5m) [30%] Assume the vector general solution x(t) of the linear differential system x0 = M x is given by ! ! 2 −1 −t 2t x(t) = c1 e + c2 e . 1 1 Display an invertible matrix P and a diagonal matrix D such that M P = P D. Answer: !! The eigenvalues come from the coefficients −1 and 2. The eigenpairs are !! ! in the exponentials, ! 2 −1 2 −1 −1 0 −1, , 2, . Then P = ,D= . 1 1 1 1 0 2